+95.6%
AXP vs ELF
+259.2%
-163.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +7.0% | +6.9% | +0.2% | +6.1% |
| 3M | -6.6% | +27.2% | -33.8% | -9.6% |
| 6M | +3.5% | +84.9% | -81.4% | -5.1% |
| YTD | -11.2% | +44.5% | -55.6% | -16.5% |
| 1Y | -10.2% | -6.8% | -3.4% | -11.8% |
| 3Y | +120.0% | +14.2% | +105.8% | +85.8% |
| 5Y | +95.6% | +250.6% | -155.1% | +0.1% |
| All | +95.6% | +259.2% | -163.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling